Projections of probability measures

DOI10.1080/02331888708802000MaRDI QIDQ4722988zbMATH OpenOpenAlexFDO

Authors Ludger Rüschendorf

Publication date 1987

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888708802000

zbMATH Keywords

chi square distanceinequality constraintsKullback-Leibler distancephi-divergenceprojections of probability measures

Mathematics Subject Classification ID

Foundations of probability theory (60A99) Statistical aspects of information-theoretic topics (62B10)

Recommendations

• Generalized projections for non-negative functions
• scientific article; zbMATH DE number 469267
• scientific article; zbMATH DE number 1354918
• Minimization of φ-divergences on sets of signed measures
• Estimation of the distance between the densities of probabilistic measures with close projections

Cites work

• Contributions to a general asymptotic statistical theory. With the assistance of W. Wefelmeyer
• scientific article; zbMATH DE number 3143969 (Why is no real title available?)
• Large deviation theorems for empirical probability measures
• Least favorable pairs for special capacities
• On solutions of minimax test problems for special capacities
• Sanov property, generalized I-projection and a conditional limit theorem
• Sharpness of Fr�chet-bounds

Cited in

(12)

• Projection theorems for hitting probabilities and a theorem of Littlewood
• Generalized projections for non-negative functions
• Information projection on Banach spaces with applications to state independent KL-weighted optimal control
• Projective distance and g-measures
• Existence and characterization of conditional density projections
• Minimization of φ-divergences on sets of signed measures
• Projection Measures And Estimation Variances Of Intensities
• scientific article; zbMATH DE number 1354918 (Why is no real title available?)
• scientific article; zbMATH DE number 4113730 (Why is no real title available?)
• A Weighted Bootstrap Procedure for Divergence Minimization Problems
• A minimax result for divergence projections on locally convex sets of measures
• On the differentiability of _-projections in the discrete finite case

This page was built for publication: Projections of probability measures

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4722988)